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Pure Python, MIT-licensed implementation of nested sampling algorithms for evaluating Bayesian evidence.

Installers

Info: This package contains files in non-standard labels.
  • noarch v0.2.0

conda install

To install this package run one of the following:
conda install conda-forge::nestle
conda install conda-forge/label/cf202003::nestle

Description

Nested Sampling is a computational approach for integrating posterior probability in order to compare models in Bayesian statistics. It is similar to Markov Chain Monte Carlo (MCMC) in that it generates samples that can be used to estimate the posterior probability distribution. Unlike MCMC, the nature of the sampling also allows one to calculate the integral of the distribution. It also happens to be a pretty good method for robustly finding global maxima.


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